Parallax Volatility Advisers, L.P. Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$86.7B

Holdings

980

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (980 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	54,957,559	$17.7B	20.40%	Put
2	NDQINVESCO QQQ TR	30,836,305	$6.6B	7.56%	Put
3	AAPLAPPLE INC	18,060,159	$5.3B	6.12%	Put
4	IWMISHARES TR	24,038,870	$4.0B	4.59%	Put
5	AMZNAMAZON COM INC	1,238,832	$2.3B	2.64%	Put
6	MSFTMICROSOFT CORP	12,804,655	$2.0B	2.33%	Put
7	FXIISHARES TR	43,816,785	$1.9B	2.21%	Put
8	EEMISHARES TR	38,964,258	$1.7B	2.02%	Put
9	NVDANVIDIA CORP	6,556,836	$1.5B	1.78%	Put
10	METAFACEBOOK INC	6,535,884	$1.3B	1.55%	Put
11	HYGISHARES TR	14,761,866	$1.3B	1.50%	Put
12	EFAISHARES TR	17,662,611	$1.2B	1.41%	Put
13	BKNGBOOKING HLDGS INC	592,824	$1.2B	1.40%	Put
14	BABAALIBABA GROUP HLDG LTD	4,937,560	$1.0B	1.21%	Put
15	GOOGLALPHABET INC	668,072	$894.8M	1.03%	Put
16	EWZISHARES INC	17,155,440	$814.0M	0.94%	Put
17	MUMICRON TECHNOLOGY INC	14,867,304	$799.6M	0.92%	Put
18	GOOGALPHABET INC	569,042	$760.8M	0.88%	Put
19	GQ9SPDR GOLD TRUST	5,307,889	$758.5M	0.87%	Put
20	INTCINTEL CORP	11,087,180	$663.6M	0.77%	Put
21	AMDADVANCED MICRO DEVICES INC	14,018,006	$642.9M	0.74%	Put
22	BABOEING CO	1,859,989	$605.9M	0.70%	Put
23	TRVCCITIGROUP INC	7,055,070	$563.6M	0.65%	Put
24	NFLXNETFLIX INC	1,733,959	$561.0M	0.65%	Put
25	DONSPDR DOW JONES INDL AVRG ETF	1,904,513	$543.0M	0.63%	Put
26	ADBEADOBE INC	1,607,061	$530.1M	0.61%	Put
27	TSLATESLA INC	1,212,106	$507.1M	0.58%	Put
28	BACBANK AMER CORP	14,186,586	$499.7M	0.58%	Put
29	MRKMERCK & CO INC	5,163,085	$469.6M	0.54%	Put
30	PYPLPAYPAL HLDGS INC	4,280,197	$463.0M	0.53%	Put
31	AVGOBROADCOM INC	1,443,580	$456.2M	0.53%	Put
32	MLB1MERCADOLIBRE INC	794,300	$454.3M	0.52%	Put
33	XLFSELECT SECTOR SPDR TR	13,810,037	$425.1M	0.49%	Put
34	JPMJPMORGAN CHASE & CO	2,957,223	$412.2M	0.48%	Put
35	VVISA INC	2,190,286	$411.6M	0.47%	Put
36	CATCATERPILLAR INC DEL	2,745,883	$405.5M	0.47%	Put
37	QCOMQUALCOMM INC	4,189,762	$369.7M	0.43%	Put
38	WFCWELLS FARGO CO NEW	6,855,963	$368.9M	0.43%	Put
39	LQDISHARES TR	2,817,702	$360.6M	0.42%	Put
40	JNJJOHNSON & JOHNSON	2,354,034	$343.4M	0.40%	Put
41	BIDUNBAIDU INC	2,431,252	$307.3M	0.35%	Put
42	TLTISHARES TR	2,253,296	$305.3M	0.35%	Put
43	TAT&T INC	7,547,636	$295.0M	0.34%	Put
44	AMGNAMGEN INC	1,178,430	$284.1M	0.33%	Put
45	GSGOLDMAN SACHS GROUP INC	1,165,916	$268.1M	0.31%	Put
46	AMATAPPLIED MATLS INC	4,382,504	$267.5M	0.31%	Put
47	IBMINTERNATIONAL BUSINESS MACHS	1,982,144	$265.7M	0.31%	Put
48	FDXFEDEX CORP	1,736,857	$262.6M	0.30%	Put
49	LRCXEURLAM RESEARCH CORP	871,662	$254.9M	0.29%	Put
50	XYZSQUARE INC	4,052,313	$253.5M	0.29%	Put
51	XLUSELECT SECTOR SPDR TR	3,910,020	$252.7M	0.29%	Put
52	DWDMORGAN STANLEY	4,654,047	$237.9M	0.27%	Put
53	TXNTEXAS INSTRS INC	1,846,321	$236.9M	0.27%	Put
54	CVSCVS HEALTH CORP	3,111,871	$231.2M	0.27%	Put
55	NKENIKE INC	2,231,036	$226.0M	0.26%	Put
56	JDJD COM INC	6,327,532	$222.9M	0.26%	Put
57	TWTRUSDTWITTER INC	6,755,899	$216.5M	0.25%	Put
58	CSCOCISCO SYS INC	4,496,496	$215.7M	0.25%	Put
59	CMGCHIPOTLE MEXICAN GRILL INC	248,921	$208.4M	0.24%	Put
60	BRK/BBERKSHIRE HATHAWAY INC DEL	919,152	$208.2M	0.24%	Put
61	UALUNITED AIRLINES HLDGS INC	2,347,456	$206.8M	0.24%	Put
62	LOWLOWES COS INC	1,680,031	$201.2M	0.23%	Put
63	SBUXSTARBUCKS CORP	2,283,921	$200.8M	0.23%	Put
64	WYNNWYNN RESORTS LTD	1,435,094	$199.3M	0.23%	Put
65	DEDEERE & CO	1,117,612	$193.6M	0.22%	Put
66	MPCMARATHON PETE CORP	3,173,232	$191.2M	0.22%	Put
67	HDHOME DEPOT INC	866,501	$189.2M	0.22%	Put
68	KRKROGER CO	6,464,931	$187.4M	0.22%	Put
69	DYHTARGET CORP	1,448,968	$185.8M	0.21%	Put
70	SNAPSNAP INC	11,335,852	$185.1M	0.21%	Put
71	UNHUNITEDHEALTH GROUP INC	590,639	$173.6M	0.20%	Put
72	MAMASTERCARD INC	580,628	$173.4M	0.20%	Put
73	BACVERIZON COMMUNICATIONS INC	2,805,835	$172.3M	0.20%	Put
74	PEPPEPSICO INC	1,222,904	$167.1M	0.19%	Put
75	PRKSSEAWORLD ENTMT INC	5,239,997	$166.2M	0.19%	Put
76	COSTCOSTCO WHSL CORP NEW	552,940	$162.5M	0.19%	Put
77	LMTLOCKHEED MARTIN CORP	411,864	$160.4M	0.19%	Put
78	NXPINXP SEMICONDUCTORS N V	1,259,318	$160.3M	0.18%	Put
79	PANWPALO ALTO NETWORKS INC	688,279	$159.2M	0.18%	Put
80	GEGENERAL ELECTRIC CO	13,787,902	$153.9M	0.18%	Put
81	XOPUSDSPDR SERIES TRUST	6,468,126	$153.3M	0.18%	Put
82	RHRH	700,827	$149.6M	0.17%	Put
83	PFEPFIZER INC	3,707,462	$145.3M	0.17%	Put
84	MCDMCDONALDS CORP	717,379	$141.8M	0.16%	Put
85	ATVIEURACTIVISION BLIZZARD INC	2,324,629	$138.1M	0.16%	Put
86	DISDISNEY WALT CO	928,779	$134.3M	0.15%	Put
87	NOWSERVICENOW INC	472,260	$133.3M	0.15%	Put
88	XLKSELECT SECTOR SPDR TR	1,405,420	$128.8M	0.15%	Put
89	METMETLIFE INC	2,493,963	$127.1M	0.15%	Put
90	ORCLORACLE CORP	2,370,258	$125.6M	0.14%	Put
91	WMTWALMART INC	1,046,503	$124.4M	0.14%	Put
92	BKRBAKER HUGHES COMPANY	4,768,924	$122.2M	0.14%	Put
93	UPSUNITED PARCEL SERVICE INC	1,027,039	$120.2M	0.14%	Put
94	BMYBRISTOL MYERS SQUIBB CO	1,838,377	$118.0M	0.14%	Put
95	PDDPINDUODUO INC	3,047,662	$115.3M	0.13%	Put
96	ADSKAUTODESK INC	625,527	$114.8M	0.13%	Put
97	LULULULULEMON ATHLETICA INC	471,559	$109.3M	0.13%	Put
98	ROKUROKU INC	778,337	$104.2M	0.12%	Put
99	EWJISHARES INC	1,758,070	$104.2M	0.12%	Put
100	BXBLACKSTONE GROUP INC	1,814,311	$101.5M	0.12%	Put

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